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DateTitle Authors
2008 Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecastsden Butter, Frank A.G. / Jansen, Pieter W.
2009 Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest RatesJungbacker, Borus / Koopman, Siem Jan / van der Wel, Michel
2009 Bank of Canada communication and the predictability of Canadian monetary policyHayo, Bernd / Neuenkirch, Matthias
2009 Does FOMC communication help predicting federal funds target rate changes?Hayo, Bernd / Neuenkirch, Matthias
2006 Bond pricing when the short term interest rate follows a threshold processLemke, Wolfgang / Archontakis, Theofanis
2006 The effect of the MNB's communication on financial marketsGábriel, Péter / Pintér, Klára
2007 Simple interest rate rules with a role for moneyScharnagl, Michael / Gerberding, Christina / Seitz, Franz
2007 Monetary policy and core inflationLenza, Michele
2008 A value at risk analysis of credit default swapsScheicher, Martin / Raunig, Burkhard
2002 Benchmark yield undershooting in the E.M.U.Antzoulatos, Angelos A.

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